A Poisson Limit Theorem for Reliability Models Based on Markov Chains
DOI10.1080/03610920500439331zbMATH Open1087.60033OpenAlexW2019549613MaRDI QIDQ5201481FDOQ5201481
Publication date: 19 April 2006
Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610920500439331
filteringcompound Poisson approximationtime inhomogeneous Markov chaindiscrete-time multivariate point process
Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Filtering in stochastic control theory (93E11) Martingales with discrete parameter (60G42) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Functional limit theorems; invariance principles (60F17) Markov renewal processes, semi-Markov processes (60K15) Limit theorems in probability theory (60F99)
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Cited In (3)
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